It's because Christianism was very important in those countries (ruled by the Romans for long time), whereas Germany and the UK came 'under influence of Christianism' (took it over to their culture or alike) in the Medieval Ages. That's why the days in Germanic language often are related to Scandinavian gods like Wodan (wednesday), Thor (thursday) and Freia (Friday) and in Roman language with Roman gods: Mercury (mercredi), Mars (mardi) and Venus (vendredi). Notable are the Spanish and Italian name for saturday: sabato (obviously from 'sabbath', which is a component of the Jewish religion). In French and the German languages, saturday is believed to be taken from the Roman god Saturn.